Calculates P(Y_1,Y_2,...Y_n|X_1,X_2...X_m)=P(X_1,X_2,...X_n,Y_1,Y_2,...,Y_m)/P(X_1,X_2,...,X_m).
The conditional density is by definition the ratio of the two densities,
see [1].

Parameters:

endog (list of ndarrays or 2-D ndarray) – The training data for the dependent variables, used to determine
the bandwidth(s). If a 2-D array, should be of shape
(num_observations, num_variables). If a list, each list element is a
separate observation.

exog (list of ndarrays or 2-D ndarray) – The training data for the independent variable; same shape as endog.